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Fall 2017 Mathematics GR5300 section 001
HEDGE FUNDS STRATEGIES & RISK

Call Number 18463
Day & Time
Location
T 8:10pm-10:00pm
417 Mathematics Building
Points 3
Approvals Required None
Instructor Eric Yeh
Type LECTURE
Course Description The hedge fund industry has continued to grow after the financial crisis, and hedge funds are increasingly important as an investable asset class for institutional investors as well as wealthy individuals. This course will cover hedge funds from the point of view of portfolio managers and investors. We will analyze a number of hedge fund trading strategies, including fixed income arbitrage, global macro, and various equities strategies, with a strong focus on quantitative strategies. We distinguish hedge fund managers from other asset managers, and discuss issues such as fees and incentives, liquidity, performance evaluation, and risk management. We also discuss career development in the hedge fund context.
Web Site CourseWorks
Department Mathematics
Enrollment 24 students (40 max) as of 11:50PM Tuesday, November 21, 2017
Final Exam Day/Time
T 7:10pm-10:00pm
Final Location 520 Mathematics Building
Subject Mathematics
Number GR5300
Section 001
Division Graduate School of Arts and Sciences
Open To Barnard, Columbia College, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, General Studies, School of Professional Studies, Global Programs, International and Public Affairs
Campus Morningside
Note "Priority to MAFN students, then STAT students."
Section key 20173MATH5300G001

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SIS update 11/21/17 23:50    web update 11/22/17 07:48